+277.0%
IR vs UL
+44.6%
+232.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.4% |
| 7D | -1.9% | -3.2% | +1.3% | -0.7% |
| 30D | -15.0% | -0.6% | -14.5% | -14.9% |
| 3M | -0.4% | +9.4% | -9.9% | -4.0% |
| 6M | -15.0% | -4.1% | -10.9% | -14.0% |
| YTD | -7.1% | -2.0% | -5.1% | -6.8% |
| 1Y | -7.5% | -9.0% | +1.4% | -4.9% |
| 3Y | +6.3% | +21.8% | -15.5% | -4.5% |
| 5Y | +37.3% | +20.6% | +16.7% | +21.8% |
| All | +277.0% | +44.6% | +232.4% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling